Bibliografie

Journal Article

On a Semismooth* Newton Method for Solving Generalized Equations

Gfrerer H., Outrata Jiří

: SIAM Journal on Optimization vol.31, 1 (2021), p. 489-517

: GA17-04301S, GA ČR

: Newton method, semismoothness*, superlinear convergence, generalized equation, coderivatives

: 10.1137/19M1257408

: http://library.utia.cas.cz/separaty/2021/MTR/outrata-0541231.pdf

: https://epubs.siam.org/doi/10.1137/19M1257408

(eng): In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multivalued part of the considered GE. The method is based on the new notion of semismoothness*, which, together with a suitable regularity condition, ensures the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models.\n

: BA

: 10101